+191.8%
SLB vs HALO
+2,492.7%
-2,300.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.8% | +4.6% | -3.8% | +0.2% |
| 30D | +15.8% | +31.8% | -16.0% | +11.0% |
| 3M | -0.3% | +53.9% | -54.2% | -6.7% |
| 6M | +21.3% | +57.4% | -36.0% | +13.1% |
| YTD | +52.3% | +63.7% | -11.4% | +40.8% |
| 1Y | +63.6% | +50.1% | +13.5% | +52.9% |
| 3Y | +3.8% | +157.3% | -153.6% | -12.7% |
| 5Y | +128.6% | +161.0% | -32.3% | +88.7% |
| 10Y | -3.1% | +1,018.7% | -1,021.7% | -37.4% |
| All | +191.8% | +2,492.7% | -2,300.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling